December 2012

UEFA, is that it ?

December 29, 2012 | arthur charpentier

Following my previous post, a few more things. As mentioned by Frédéric, it is – indeed – possible to compute the probability of all pairs. More precisely, all pairs are not as likely to occur: some teams can play against (almost) eveyone, while others cannot. From the previous table, it ... [Read more...]

Row-wise summary curves in faceted ggplot2 figures

December 29, 2012 | brobar

I really enjoy reading the Junk Charts blog.  A recent post made me wonder how easy it would be to add summary curves for small-multiple type plots, assuming the “small multiples” to summarize were the X component of a ggplot2::facet_grid(Y ~ X) … Continue reading → [Read more...]

Speed skating 10 km

December 29, 2012 | Wingfeet

It is winter which makes it time for one of Netherlands beloved sports: speed skating. Speed skating is done over various distances, but for me, the most beautiful is the 10 km. The top men do this in about 13 minutes. In this post I try to u... [Read more...]

Men who stare at needles

December 29, 2012 | Johannes Sc

Buffon's needle problem is a question first posed in the 18th century by Georges-Louis Leclerc, Comte de Buffon:What is the probability that a needle thrown at a lined sheet of paper will cross a line?This problem can be used to estimate π. If we set the nail size and ... [Read more...]

Surprising Performance of data.table in Data Aggregation

December 28, 2012 | statcompute

data.table (http://datatable.r-forge.r-project.org/) inherits from data.frame and provides functionality in fast subset, fast grouping, and fast joins. In previous posts, it is shown that the shortest CPU time to aggregate a data.frame with 13,444 rows and 14 columns for 10 times is 0.236 seconds with summarize() in Hmisc ... [Read more...]

Clustering with selected Principal Components

December 28, 2012 | systematicinvestor

In the Visualizing Principal Components post, I looked at the Principal Components of the companies in the Dow Jones Industrial Average index over 2012. Today, I want to show how we can use Principal Components to create Clusters (i.e. form groups of similar companies based on their distance from each ... [Read more...]

How to Add an Extra Vertical Axis to R Plots

December 28, 2012 | Carlisle Rainey

Especially when analyzing time series, we often need plots with two vertical axes. Researchers often expect the two series to \"move together,\" but with different locations and scales. To show that the series move together, you should give each series its own scale. One vertical scale should appear on the ...
[Read more...]

STL Transform

December 28, 2012 | Rcpp Gallery

The STL transform function can be used to pass a single function over a vector. Here we use a simple function square(). #include using namespace Rcpp; inline double square(double x) { return x*x ; } // [[Rcpp::export]] std::vector [Read more...]

UEFA, what were the odds ?

December 27, 2012 | arthur charpentier

Ok, I was supposed to take a break, but Frédéric, professor in Tours, came back to me this morning with a tickling question. He asked me what were the odds that the Champions League draw produces exactly the same pairings from the practice draw, and the official one (... [Read more...]

ARMA+GARCH Experiences

December 27, 2012 | ivannp

A reader’s comment on my ARMA Models for Trading post asked about different aspects of my experience with ARMA+GARCH for trading forecasting. The more I thought about it, the more it looked like a full post. So here we go. Starting with the high level – what packages did ... [Read more...]

Opening Large CSV Files in R

December 26, 2012 | stathack

Before heading home for the holidays, I had a large data set (1.6 GB with over 1.25 million rows) with columns of text and integers ripped out of the company (Kwelia) Database and put into a .csv file since I was going to be offline a lot over the break. I tried ... [Read more...]

Science-y New Year’s Resolution: Learn to Code

December 26, 2012 | Patrick

In a 1995 interview Steve Jobs said he thought that computer programming should be a liberal art. In other words, he thought everyone’s education should include a year of learning a computer language, because it teaches you how to think in a certain way. If that was true in 1995, just ... [Read more...]
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